qrmdata

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Data Sets for Quantitative Risk Management Practice

Kurt Hornik, Alexander J. Mcneil, Marius Hofert

Last update: 1 June 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2022-05-31-1

Source code repository: https://github.com/cran/qrmdata

Cited In (3)

• Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables
• Normal variance mixtures: distribution, density and parameter estimation
• The tail dependograph

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